Parallax Volatility Advisers, L.P. Q2 2019 Filing

Filed August 14, 2019

Portfolio Value

$91.8B

Holdings

2,311

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (2,311 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	99,936,766	$29.3B	31.89%	Put
2	NDQINVESCO QQQ TR	46,802,165	$8.7B	9.52%	Put
3	IWMISHARES TR	21,592,537	$3.4B	3.66%	Put
4	EFAISHARES TR	49,287,202	$3.2B	3.53%	Put
5	AAPLAPPLE INC	13,886,616	$2.7B	2.99%	Put
6	FXIISHARES TR	61,084,426	$2.6B	2.85%	Put
7	METAFACEBOOK INC	12,997,520	$2.5B	2.73%	Put
8	EEMISHARES TR	45,285,028	$1.9B	2.12%	Put
9	MSFTMICROSOFT CORP	14,157,433	$1.9B	2.07%	Put
10	AMZNAMAZON COM INC	841,021	$1.6B	1.73%	Put
11	HYGISHARES TR	13,518,920	$1.2B	1.28%	Put
12	BABAALIBABA GROUP HLDG LTD	6,231,112	$1.1B	1.15%	Put
13	GOOGALPHABET INC	878,910	$950.0M	1.03%	Put
14	GOOGLALPHABET INC	819,289	$887.1M	0.97%	Put
15	JNKSPDR SERIES TRUST	7,166,169	$780.7M	0.85%	Put
16	BKNGBOOKING HLDGS INC	416,242	$780.2M	0.85%	Put
17	BABOEING CO	2,115,487	$770.0M	0.84%	Put
18	GQ9SPDR GOLD TRUST	5,273,250	$702.4M	0.76%	Put
19	QCOMQUALCOMM INC	8,926,793	$679.1M	0.74%	Put
20	TLTISHARES TR	4,703,227	$624.6M	0.68%	Put
21	NFLXNETFLIX INC	1,685,547	$619.1M	0.67%	Put
22	ADBEADOBE INC	2,046,961	$603.1M	0.66%	Put
23	NVDANVIDIA CORP	3,622,251	$594.9M	0.65%	Put
24	IBMINTERNATIONAL BUSINESS MACHS	4,154,437	$572.9M	0.62%	Put
25	MUMICRON TECHNOLOGY INC	13,008,394	$502.0M	0.55%	Put
26	DONSPDR DOW JONES INDL AVRG ETF	1,619,700	$430.6M	0.47%	Put
27	INTCINTEL CORP	8,408,145	$402.5M	0.44%	Put
28	AMDADVANCED MICRO DEVICES INC	12,325,135	$374.3M	0.41%	Put
29	CSCOCISCO SYS INC	6,783,170	$371.2M	0.40%	Put
30	XLFSELECT SECTOR SPDR TR	13,413,945	$370.2M	0.40%	Put
31	EWZISHARES INC	7,876,354	$344.4M	0.38%	Put
32	BACBANK AMER CORP	11,396,851	$330.5M	0.36%	Put
33	TRVCCITIGROUP INC	4,672,884	$327.2M	0.36%	Put
34	HDHOME DEPOT INC	1,535,166	$319.3M	0.35%	Put
35	PYPLPAYPAL HLDGS INC	2,775,092	$317.6M	0.35%	Put
36	CRMSALESFORCE COM INC	2,007,294	$304.6M	0.33%	Put
37	LQDISHARES TR	2,345,098	$291.7M	0.32%	Put
38	TSLATESLA INC	1,277,615	$285.5M	0.31%	Put
39	CATCATERPILLAR INC DEL	2,080,159	$283.5M	0.31%	Put
40	CMGCHIPOTLE MEXICAN GRILL INC	386,174	$283.0M	0.31%	Put
41	KOCOCA COLA CO	5,473,715	$278.7M	0.30%	Put
42	TXNTEXAS INSTRS INC	2,379,064	$273.0M	0.30%	Put
43	AVGOBROADCOM INC	940,803	$270.8M	0.29%	Put
44	WFCWELLS FARGO CO NEW	5,524,884	$261.4M	0.28%	Put
45	DEDEERE & CO	1,465,203	$242.8M	0.26%	Put
46	YUMYUM BRANDS INC	2,148,052	$237.7M	0.26%	Put
47	STZCONSTELLATION BRANDS INC	1,197,853	$235.9M	0.26%	Put
48	BIDUNBAIDU INC	1,961,546	$230.2M	0.25%	Put
49	GSGOLDMAN SACHS GROUP INC	1,055,212	$215.9M	0.24%	Put
50	PFEPFIZER INC	4,967,942	$215.2M	0.23%	Put
51	JPMJPMORGAN CHASE & CO	1,793,873	$200.6M	0.22%	Put
52	VVISA INC	1,119,064	$194.2M	0.21%	Put
53	SMHVANECK VECTORS ETF TR	1,756,864	$193.6M	0.21%	Put
54	TWTRUSDTWITTER INC	5,310,997	$185.3M	0.20%	Put
55	ADSKAUTODESK INC	1,127,550	$183.7M	0.20%	Put
56	PRKSSEAWORLD ENTMT INC	5,871,445	$182.0M	0.20%	Put
57	ULTAULTA BEAUTY INC	508,254	$176.3M	0.19%	Put
58	DYHTARGET CORP	2,024,037	$175.3M	0.19%	Put
59	ROKUROKU INC	1,923,929	$174.3M	0.19%	Put
60	EAELECTRONIC ARTS INC	1,693,429	$171.5M	0.19%	Put
61	ORCLORACLE CORP	2,946,450	$167.9M	0.18%	Put
62	AMATAPPLIED MATLS INC	3,660,250	$164.4M	0.18%	Put
63	LRCXEURLAM RESEARCH CORP	854,639	$160.5M	0.17%	Put
64	KRKROGER CO	7,354,055	$159.7M	0.17%	Put
65	SNAPSNAP INC	11,123,556	$159.1M	0.17%	Put
66	BACVERIZON COMMUNICATIONS INC	2,740,171	$156.6M	0.17%	Put
67	WMTWALMART INC	1,397,886	$154.4M	0.17%	Put
68	TAT&T INC	4,592,362	$153.9M	0.17%	Put
69	MCDMCDONALDS CORP	738,407	$153.3M	0.17%	Put
70	GEGENERAL ELECTRIC CO	14,257,417	$149.7M	0.16%	Put
71	WDCWESTERN DIGITAL CORP	3,037,993	$144.5M	0.16%	Put
72	DLTRDOLLAR TREE INC	1,276,869	$137.1M	0.15%	Put
73	GDXVANECK VECTORS ETF TR	5,348,530	$136.7M	0.15%	Put
74	WDAYWORKDAY INC	645,072	$132.6M	0.14%	Put
75	JNJJOHNSON & JOHNSON	945,139	$131.6M	0.14%	Put
76	CVXCHEVRON CORP NEW	1,044,147	$129.9M	0.14%	Put
77	DWDMORGAN STANLEY	2,717,401	$119.0M	0.13%	Put
78	JDJD COM INC	3,909,628	$118.4M	0.13%	Put
79	DISDISNEY WALT CO	817,913	$114.2M	0.12%	Put
80	FDXFEDEX CORP	684,047	$112.3M	0.12%	Put
81	UNHUNITEDHEALTH GROUP INC	443,796	$108.3M	0.12%	Put
82	PGPROCTER AND GAMBLE CO	977,678	$107.2M	0.12%	Put
83	COSTCOSTCO WHSL CORP NEW	405,673	$107.2M	0.12%	Put
84	NKENIKE INC	1,266,200	$106.3M	0.12%	Put
85	PANWPALO ALTO NETWORKS INC	496,071	$101.1M	0.11%	Put
86	AXPAMERICAN EXPRESS CO	789,674	$97.5M	0.11%	Put
87	PEPPEPSICO INC	742,165	$97.3M	0.11%	Put
88	CVSCVS HEALTH CORP	1,732,264	$94.4M	0.10%	Put
89	XYZSQUARE INC	1,256,816	$91.2M	0.10%	Put
90	NXPINXP SEMICONDUCTORS N V	921,194	$89.9M	0.10%	Put
91	—MEDICINES CO	2,437,658	$88.9M	0.10%	Put
92	USOUNITED STATES OIL FUND LP	7,286,993	$87.7M	0.10%	Put
93	AFWALIGN TECHNOLOGY INC	319,225	$87.4M	0.10%	Put
94	—BARCLAYS BK PLC	3,333,655	$86.7M	0.09%	Put
95	MDTMEDTRONIC PLC	889,382	$86.6M	0.09%	Put
96	GILDGILEAD SCIENCES INC	1,252,568	$84.6M	0.09%	Put
97	DGDOLLAR GEN CORP NEW	601,239	$81.3M	0.09%	Put
98	LMTLOCKHEED MARTIN CORP	222,433	$80.9M	0.09%	Put
99	MLB1MERCADOLIBRE INC	131,889	$80.7M	0.09%	Put
100	ATVIEURACTIVISION BLIZZARD INC	1,651,570	$78.0M	0.08%	Put

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